+177.9%
KO vs USFD
+310.2%
-132.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -1.1% | -8.0% | +6.9% | +0.4% |
| 30D | +1.6% | -13.1% | +14.6% | +4.2% |
| 3M | +5.8% | +6.5% | -0.8% | +4.4% |
| 6M | +14.3% | +5.7% | +8.5% | +12.9% |
| YTD | +27.3% | +27.5% | -0.2% | +21.2% |
| 1Y | +33.2% | +23.4% | +9.7% | +27.3% |
| 3Y | +64.5% | +146.4% | -82.0% | +36.6% |
| 5Y | +83.1% | +196.8% | -113.6% | +44.1% |
| All | +177.9% | +310.2% | -132.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling